CME Japanese Yen Future September 2010

Trading Metrics calculated at close of trading on 18-Mar-2010

Day Change Summary
	Previous	Current
	17-Mar-2010	18-Mar-2010	Change	Change %	Previous Week
Open	1.1083	1.1079	-0.0004	0.0%	1.1085
High	1.1121	1.1150	0.0029	0.3%	1.1138
Low	1.1039	1.1031	-0.0008	-0.1%	1.1017
Close	1.1104	1.1089	-0.0015	-0.1%	1.1062
Range	0.0082	0.0119	0.0037	45.1%	0.0121
ATR	0.0054	0.0059	0.0005	8.6%	0.0000
Volume	570	390	-180	-31.6%	14

Daily Pivots for day following 18-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1447	1.1387	1.1154
R3	1.1328	1.1268	1.1122
R2	1.1209	1.1209	1.1111
R1	1.1149	1.1149	1.1100	1.1179
PP	1.1090	1.1090	1.1090	1.1105
S1	1.1030	1.1030	1.1078	1.1060
S2	1.0971	1.0971	1.1067
S3	1.0852	1.0911	1.1056
S4	1.0733	1.0792	1.1024

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1435	1.1370	1.1129
R3	1.1314	1.1249	1.1095
R2	1.1193	1.1193	1.1084
R1	1.1128	1.1128	1.1073	1.1100
PP	1.1072	1.1072	1.1072	1.1059
S1	1.1007	1.1007	1.1051	1.0979
S2	1.0951	1.0951	1.1040
S3	1.0830	1.0886	1.1029
S4	1.0709	1.0765	1.0995

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1150	1.1017	0.0133	1.2%	0.0067	0.6%	54%	True	False	210
10	1.1150	1.1017	0.0133	1.2%	0.0034	0.3%	54%	True	False	106
20	1.1319	1.0917	0.0402	3.6%	0.0025	0.2%	43%	False	False	56

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1.1656
2.618	1.1462
1.618	1.1343
1.000	1.1269
0.618	1.1224
HIGH	1.1150
0.618	1.1105
0.500	1.1091
0.382	1.1076
LOW	1.1031
0.618	1.0957
1.000	1.0912
1.618	1.0838
2.618	1.0719
4.250	1.0525

Fisher Pivots for day following 18-Mar-2010
Pivot	1 day	3 day
R1	1.1091	1.1091
PP	1.1090	1.1090
S1	1.1090	1.1090

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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